For those of you who, for whatever reason, don't know the meaning of the saying "seeing through rose-tinted glasses", I'll explain it; it means seeing the good in everything, but to a fault. It's not a fancy way of describing an optimist. If you're looking through rose-tinted glasses, you're seeing good that is false, that isn't even there, and obscuring and ignoring the bad things.
Depression is like that, but the complete opposite. When you're having an episode, there are no good things in your life, everything is a negative, and those things are are already negative become disastrous.
I'll give you an example, but first I'll provide two pieces of context. First piece of context, which may seem irrelevant for the moment: I love cats. I always have, and I want one when I have my own house. Less than two years ago, I was considering getting a cat for my shared house. Second piece of context: until fairly recently, my relationship with my parents was very strained, due to the simple fact that I was growing up, and we didn't see eye-to-eye on issues that were important to me. They were, and sometimes still are, a big source of stress.
After a particularly awful Skype with my parents - that I hadn't wanted - I was crying with my boyfriend comforting me, and a long and beautiful Facebook message from my closest friend open on the screen in front of me. And I turned to my boyfriend, the man I was in love with and who was in love with me, and said these words:
"I want a cat because I want there to be one creature in this world that isn't disappointed with me."
Do you see my point? I was almost surrounded by people who really didn't think I was a failure, and yet I was convinced that the whole world was disappointed with my existence. Depression is so good at completely blinding you to the truth, twisting and warping the good to non-existence and the bad to skyscraper-proportions. It doesn't listen to reason; no matter how many times you tell someone "it's really not that bad", it just won't convince them. So basically, if someone with depression is telling you that their world is ending in some way that you just can't understand, don't tell them to "snap out of it" or try and convince them with logic that they're overreacting. Just be there for them, see if you can make them aware or remind them that depression will make things ten times worse than they really are, but accept that the episode is happening, that there's nothing you can do about it, and wait the storm out together.